[mrdfx]

@ mrdfx: Concerning your Virtual Baskets which were not triggered:

Are you using a strict min pips / max pips at 0?

In Forexpinbar Excel backtest, that’s what was used but I am not sure how the back tests historical data were collected.

It is not that common to have a strict “0 “ so I have added the buffer option for that.

At the moment, here, I am using a buffer of min pips >= -20 and max pips <= 20.

Why +/- 20 pips ? I am not sure of this figure, I am using that to get some VB triggered and get a feeling with some stats.

Yesterday my VB was triggered 1 hour after London Open (in trend VB). It was a slow day after a bank holiday and we didn’t had real strength in the market. The basket went into Drawdown, went back into profit and ended into loss.

At 14:00 we almost had a reversal VB triggered.

In a future Dashboard, I might had some conditions to close an in trend basket if we have some conditions to open a reversal VB… Just sharing some ideas…

vb.png

Hi Geko, yes I'm using the VB set at min/max 0. I'm not sure exactly why the baskets weren't triggered. Today has been the same, none of the daily have triggered.

I did notice however that one of the baskets is in big DD and the reversal option was not triggered either, I've attached screen hots of the current setting to all my VB, and the basket that didn't open reversal.

Perhaps I need to adjust the VB setting?

[Geko]

I presume it is because of the 0... if min pips was -0.1 it would not trigger.

For our first test I would advise to use +/- 10 or 20 pips buffer, we will adjust that after.

For the reversal I am not sure what you mean, the trigger is not based on DD, it is based on max pips = 0.

[Geko]

PS: can you send me the preset file from the screenshot above, I am going to double check if I see something weird

[mrdfx]

I think I'm understanding this more clearly now. The baskets that didn't trigger are in DD and the negative didn't go to -0 so its ok.

2 of my daily baskets have triggered and are in a good profit so far.

[Geko]

By looking at this screenshot we could expect our live basket pip count to better than what it is (-142 pips on the pic).

If we sum up the ending pips counts of the various time slots since the Virtual basket was open we have – 6 pips. So, we should expect our live basket to – 6 pips minus the spread which is not factored in the Virtual Basket (let’s say – 40 pips). So we should expect our live basket to be around – 50 pips.

But in reality, it is at – 142 pips.

This difference is due to the fact that the Virtual Basket per time slots consider the valid signals at the beginning of each time slot. Which mean that until now the Virtual Basket pair’s might be different from the live trades.

So what I purpose is to modify the code to:

- Use the valid signals to generate the virtual basket at the beginning of a new time slot until a live basket is open.

- Once a basket is open, use the live trades to generate our further Virtual baskets.

What do you think? A bit technical but I think it would make more sense ?

Today test 10 with my Vitual Basket:

vbp.png

[forexpinbar]

Good thinking Geko..I totally agree with your idea..Makes a lot of sense..

By looking at this screenshot we could expect our live basket pip count to better than what it is (-142 pips on the pic).

If we sum up the ending pips counts of the various time slots since the Virtual basket was open we have – 6 pips. So, we should expect our live basket to – 6 pips minus the spread which is not factored in the Virtual Basket (let’s say – 40 pips). So we should expect our live basket to be around – 50 pips.

But in reality, it is at – 142 pips.

This difference is due to the fact that the Virtual Basket per time slots consider the valid signals at the beginning of each time slot. Which mean that until now the Virtual Basket pair’s might be different from the live trades.

So what I purpose is to modify the code to:

- Use the valid signals to generate the virtual basket at the beginning of a new time slot until a live basket is open.

- Once a basket is open, use the live trades to generate our further Virtual baskets.

What do you think? A bit technical but I think it would make more sense ?

Today test 10 with my Vitual Basket:


vbp.png

[Geko]

Post 1 updated with V 1.11:

This update is mostly concerning the Virtual Basket:

- When there is no live basket open, at the beginning of each time slot, the Dashboard is using the valid signals to generate a Virtual Basket, but once a basket is triggered, the Dashboard is using the signals which were used to open the basket to avoid discrepancies between the basket and the Virtual Basket.

- Virtual basket new options:

vbc.png

==> Use VB opposite signal to Close basket ? You can choose between 3 options:
1 - Do_Not_Close_on_Opposite_Signals
2 - Close_on_Opposite_Signals
3 - Close_on_Opposite_Signals_Cash_Positive_Only

==> Open inversed orders (close on opposite signals must be true) ?

Thanks to those additional options, if you have for example a basket open which was based on an in trend Virtual Basket and that later in time you have a reversal signal from the Virtual Basket, then your basket can be closed and if you want, a basket with opposite orders can be open.



The code for the Virtual Baskets start to be really solid, there might be a few things here and there to improve and so I am testing and monitoring intensively.

@ Alan: I hope to start coding your other VB idea asap, but before to start I want to have this first VB approach solid as your VB idea will use some of the existing code

[forexpinbar]

Thank you Geko...

Post 1 updated with V 1.11:

This update is mostly concerning the Virtual Basket:

- When there is no live basket open, at the beginning of each time slot, the Dashboard is using the valid signals to generate a Virtual Basket, but once a basket is triggered, the Dashboard is using the signals which were used to open the basket to avoid discrepancies between the basket and the Virtual Basket.

- Virtual basket new options:


vbc.png


==> Use VB opposite signal to Close basket ? You can choose between 3 options:
1 - Do_Not_Close_on_Opposite_Signals
2 - Close_on_Opposite_Signals
3 - Close_on_Opposite_Signals_Cash_Positive_Only

==> Open inversed orders (close on opposite signals must be true) ?

Thanks to those additional options, if you have for example a basket open which was based on an in trend Virtual Basket and that later in time you have a reversal signal from the Virtual Basket, then your basket can be closed and if you want, a basket with opposite orders can be open.



The code for the Virtual Baskets start to be really solid, there might be a few things here and there to improve and so I am testing and monitoring intensively.

@ Alan: I hope to start coding your other VB idea asap, but before to start I want to have this first VB approach solid as your VB idea will use some of the existing code

[firewight]

Thanks mate!

And thanks for the screenshots and the last basket stuff, it works great!

[Geko]

Ok ok you are going to say that I am lazy

Next update (to be posted later) include an option to export results in a CSV file:

ex.png

Thanks to this CSV file I will just have to copy and paste those data into my Spreadhseet to performs my anaylisys